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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index   

TICKER
LRODMX Index
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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index   
Ticker - LRODMX Index

Overview

  • De-concentrate country, currency, and individual company risks in developed market economies (ex US)
  • Seek reduced volatility and drawdown risk and improve returns (relative to capitalization weighted developed international equity indexes (ex U.S.) over a complete market cycle.

Description of Methodology

The rules-based proprietary methodology employs a multi-layered risk-optimized approach that seeks to achieve its diversification, risk-reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, quality, and volatility characteristics. The methodology seeks to further address active risks versus the capitalization-weighted universe by managing size, and liquidity risks. The Index seeks to harvest risk premia factors through systematic risk- and factor-weighting twice annually, with a reconstitution occurring in March and September.

download metholodogy document  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 2/28/2025)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 2/28/2025)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 6.58 15.87 6.06 7.31 7.34 5.47
 
CUMULATIVE %
(as of 12/31/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 12/31/2024)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 8.33 8.33 2.50 3.61 7.23 4.95

SI = Since Inception. Index Inception: 12/31/2013

Past performance does not guarantee future results.
Performance reflects cumulative total returns for periods of less than one year and average annual total returns for periods of one year or greater.

Indices are unmanaged and not available for direct investment.

Characteristics

KEY FACTS (as of 3/28/2025)
Ticker LRODMX Index
Inception Date 12/31/2013
Current Index Value 1868.98
Last Closing Level 1870.72
Change -1.74
Change % -0.09%
52-Week-High 1878.08
52-Week-Low 1536.95
Number Of Holdings 320
Holdings Characteristics
Price/Earnings
12.5x
Price/Book
1.5x
EPS Growth Rate
7.8%
Asset Weighted Market Cap (billions)
$43.6
Price/Earnings
13.5x
Return on Equity
15.9%
Median Market Cap (billions)
$14.8
Nominal Companies
320
Effective Companies
194
Nominal Countries
22
Effective Countries
10
Debt to Equity
107.4%
Index Dividend Yield (%)
3.52
Sector Exposure (%)
Financials 27
Industrials 15
Health Care 11
Consumer Staples 10
Consumer Discretionary 8
Information Technology 8
Communication Services 5
Materials 5
Utilities 4
Energy 4
Real Estate 2
Financials 26
Industrials 15
Health Care 11
Consumer Staples 10
Consumer Discretionary 8
Information Technology 8
Materials 5
Communication Services 5
Utilities 5
Energy 4
Real Estate 2
Important Notes

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index is the exclusive property of Lattice Strategies LLC (a wholly owned subsidiary of Hartford Funds Management Company, LLC) which has contracted with Solactive AG to maintain and calculate the Index. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards Lattice Strategies, Solactive AG has no obligation to point out errors in the Index to third parties.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the index. The index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns assume that dividends have been reinvested. Investors cannot invest directly in the Index.
Top Ten Holdings (%)
HSBC Holdings PLC 1.25
Fairfax Financial Holdings Ltd 1.15
Imperial Brands PLC 1.03
Orange SA 1.02
Schweizerische Rueckversicherungs-Gesellschaft, Zuerich 1.00
A.P. Moller - Maersk A/S 1.00
Koninklijke Ahold Delhaize NV 0.99
Nokia OYJ 0.98
BAE Systems PLC 0.95
Roche Holding AG 0.95
Total Portfolio % 10.32
Fairfax Financial Holdings Ltd 1.18
HSBC Holdings PLC 1.11
A.P. Moller - Maersk A/S 1.00
Imperial Brands PLC 1.00
Koninklijke Ahold Delhaize NV 0.97
Schweizerische Rueckversicherungs-Gesellschaft, Zuerich 0.96
Nokia OYJ 0.96
Orange SA 0.90
Sanofi 0.89
Otsuka Holdings Co Ltd 0.86
Total Portfolio % 9.83
Market Cap Distribution (%)

Market Cap Header3
Less than $2B 0
$2B - $10B 24
$10B - $100B 66
Greater than $100B 9
TOP 10 COUNTRIES (%)
Represents 84% of total country allocation
Sources for all data: Bloomberg and Hartford Funds.
Investing involves risk, including the possible loss of principal.

 

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